Compile it.
If you are using Visual Studio, select the Build option from the menu.
If you are in release mode, the executable will be in the bin\release directory or the bin\debug directory for debug mode.

You will need to distribute the main.exe file as well as any .dll files that are in that same directory.

To the original post of this thread:
when done with the project, go to upper drop down menu, select Build > Publsh YourApplicationName.
This will create a setup.exr file. You can find it on a specified path.

To the last question: Sorry, we have to follow the forum`s rules, and answer one question at a time per thread. This last question has nothing to do with the thread`s title, so we cannot help you.
Create a new thread and ask the question there. Sorry.